+237.3%
CHTR vs IP
+158.7%
+78.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.4% |
| 7D | +5.9% | -5.1% | +11.0% | +7.4% |
| 30D | +10.4% | +8.5% | +1.9% | +7.7% |
| 3M | -25.0% | -13.8% | -11.2% | -21.8% |
| 6M | -24.6% | +5.7% | -30.3% | -26.6% |
| YTD | -43.4% | -9.1% | -34.3% | -42.9% |
| 1Y | -45.8% | -0.8% | -45.0% | -46.8% |
| 3Y | -71.6% | +14.8% | -86.4% | -74.1% |
| 5Y | -82.9% | -11.5% | -71.4% | -83.3% |
| 10Y | -52.8% | +27.9% | -80.7% | -61.4% |
| All | +237.3% | +158.7% | +78.6% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling